Data-driven control for stochastic linear-quadratic optimal problem with completely unknown dynamics

DOI10.1080/00207721.2025.2474137MaRDI QIDQ6914051zbMATH OpenFDO

Authors Weiyao Lan

Publication date 17 October 2025

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Algebraic methods (93B25)

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